large deviations theory

C50117
concept

Large deviations theory is a branch of probability that studies the exponentially small probabilities of rare events and provides asymptotic estimates for how such probabilities decay.

Observed surface forms (1)

Surface form Occurrences
large deviations principle 1

Instances (2)

Instance Via concept surface
Freidlin–Wentzell theory
Cramér’s theorem in large deviations large deviations principle